WinSCP is a GUI interface to the scp and sftp protocols mentioned by CarlF. It can use PuTTY's authentication keys, including the Pageant key server, if you're using that. Otherwise, though, it doesn't depend on any other programs, including the rest of PuTTY.

You can also use cygwin ( http://www.cygwin.com ) which will allow you to run Linux like commands in Windows. I routinely use this tool to run ssh, scp and widely used Linux commands. If/when you install cygwin, make sure to install the network group, which includes the ssh, scp.